Sol–gel technology was applied for the preparation of three solid-phase microextraction (SPME) fibers for the extraction of volatile organic compounds (VOCs) from environmental water samples using the gas chromatography-flame ionization detector (GC–FID). The compounds studied were methyl tert-butyl ether (MTBE), tetrahydrofuran (THF), benzene, n-heptane, methyl isobuthyl ketone (MIBK), toluene, tetrachloroethylene, ethylbenzene and o-xylene. These fibers were prepared from different coating polymers including poly(dimethylsiloxane) (PDMS), poly(ethylene glycol) (PEG) and PEG reinforced with multi-walled carbon nanotubes (MWCNTs). Important parameters influencing the extraction efficiency such as extraction temperature, extraction time, stirring speed, salt effect and desorption temperature were investigated and optimized for each fiber. Under the optimal conditions, the dynamic linear range with PDMS, PEG and PEG/CNTs fibers were 0.05–2000, 0.004–2000 and 0.002–2000 ng mL−1 and the detection limits (S/N = 3) were 0.02–10, 0.002–1 and 0.001–0.5 ng mL−1, respectively. The relative standard deviations (RSD) for one fiber (Repeatability) (n = 3) were obtained from 3.23 up to 7.57% and between fibers or batch to batch (n = 3) (Reproducibility) in the range of 2.91–8.91% for three fibers. However, PEG/CNTs fiber was the best one and the efficiency of PEG/CNTs was approximately 3 times and twice more than PDMS and PEG at the same conditions for most analytes respectively.